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Method and system of data modelling

  • US 8,768,659 B2
  • Filed: 09/18/2009
  • Issued: 07/01/2014
  • Est. Priority Date: 09/19/2008
  • Status: Active Grant
First Claim
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1. A method for modelling data based on a dataset, comprising:

  • in a computing system, executing;

    a training phase, wherein the dataset is applied to a non-stationary Gaussian process kernel in order to optimize the values of a set of hyperparameters associated with the non-stationary Gaussian process kernel, andan evaluation phase in which the dataset and the non-stationary Gaussian process kernel with optimized hyperparameters are used to generate model data, wherein the evaluation phase comprises a nearest neighbor selection operation, and wherein only a selected subset of nearest neighbor data in the dataset is used to generate each corresponding model data.

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